1.0 - 5.0 years

0 Lacs

maharashtra

On-site

As a member of Millenniums Global Risk Management Department, you will be part of a team responsible for identifying, measuring, monitoring, managing, and reporting on the risks associated with Millennium portfolios. Our Risk Management organization is tailored to the size, nature, and complexity of the firm's trading activities. We are currently seeking an inquisitive Risk Modeler to join us. In this role, you will play a crucial part in developing and maintaining the quantitative frameworks utilized by our portfolio managers and senior management teams. Your primary responsibilities will include developing and maintaining robust frameworks for factor modeling and risk measurements, with a strong focus on utilizing these models for portfolio optimization and risk and attribution analysis. Additionally, you will contribute to the creation and optimization of our quantitative framework by collaborating with technology, risk, portfolio, and business managers. You will also work closely with the Technology department to ensure the seamless transition of quantitative models into production environments, emphasizing accuracy and efficiency in day-to-day workflows. Furthermore, you will lead research into and implementation of various quantitative models, including factor models and complex risk assessments. To qualify for this role, you should have a degree in a quantitative major such as statistics, mathematics, or engineering. Professional experience of 1-4 years in a quantitative role within a financial organization or an advanced degree in a quantitative field is preferred. Strong programming skills are essential, with prior experience in Python (Polars and/or Pandas) or SQL. Proficiency in at least one compiled and statically typed language is advantageous, as is demonstrated programming ability on public repositories like GitHub. Previous experience in Equity Factor Risk modeling, quantitative models, and portfolio analytics is required. Familiarity with fundamental equity factor models such as MSCI/Barra, Axioma, or Bloomberg is highly desirable. Additionally, traits such as a sense of responsibility and integrity, intellectual curiosity, initiative, the ability to work independently, and effective ambiguity management are key for success in this role. If you are passionate about quantitative finance, portfolio management, and applied statistics, we encourage you to apply and be a part of our dynamic team.,

Posted 2 weeks ago

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